Convergence of the deep BSDE method for coupled FBSDEs (Q2223111): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Adam / rank | |||
Normal rank | |||
Revision as of 15:26, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the deep BSDE method for coupled FBSDEs |
scientific article |
Statements
Convergence of the deep BSDE method for coupled FBSDEs (English)
0 references
28 January 2021
0 references
forward-backward SDE
0 references
weakly coupled condition
0 references
deep learning
0 references
high dimension
0 references
numerics
0 references
